-46.0%
TSLL vs MXL
+276.5%
-322.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -11.1% | +4.8% | -4.1% |
| 7D | -9.4% | -24.3% | +14.9% | -4.6% |
| 30D | +1.6% | -46.1% | +47.7% | +13.4% |
| 3M | +29.4% | -21.8% | +51.2% | +33.7% |
| 6M | -20.1% | -27.2% | +7.1% | -16.4% |
| YTD | -44.5% | +226.2% | -270.7% | -61.0% |
| 1Y | -46.0% | +297.0% | -343.0% | -71.1% |
| All | -46.0% | +276.5% | -322.5% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling